NYU Stern

Press

November 25, 2014 - China Daily USA ("Shanghai university to open financial research institute")

July 29, 2014 - The Wall Street Journal ("China's Banks Pose World's Largest Systemic Risk")

July 28, 2014 - Slon ("Schedule of the day: how much money you will need the banks, if a new crisis breaks out" - "График дня: сколько денег понадобится банкам, если грянет новый кризис")

July 27, 2014 - Econbrowser ("China's Financial Risk")

July 20, 2014 - BloombergView ("Dodd-Frank's Four Years of Doing Nothing")

July 17, 2014 - Linkiesta ("France and Germany, the weak links of the banking system" - "Francia e Germania, anelli deboli del sistema bancario")

July 16, 2014 - CFA Institute ("Nobel Laureate Robert Engle on VaR, Systemic Risk, and Liquidity")

March 19, 2014 - BloombergView ("Most Big Banks Would Fail A Real Stress Test")

October 4, 2013 - FT Alphaville ("Computing the bill for European taxpayers, come the next crisis")

September 21, 2013 - Institute for New Economic Thinking, The Institute Blog ("Lehman Was Not Alone -- Measuring System Risk in the 2008 Crisis")

May 10, 2013 - Board of Governors of the Federal Reserve System (Ben Bernanke cites systemic risk research in recent speech)

April 4, 2013 - The Washington Post ("Looking for signals of danger ahead")

March 7, 2013 - Bloomberg Businessweek ("Federal Reserve's Stress Testing Shows Politics, Not Math")

February 11, 2013 - JDN ("20 banques européennes qui mettent l'économie mondiale en danger" "20 European banks that put the global economy at risk")

September 13, 2012 - Wall Street Journal (Robert Engle Op-Ed: "Eurobonds Can Save Europe's Banks")

August 30, 2012 - Bloomberg ("The Fed Takes a Crash Course in Finance")

August 7, 2012 - Seeking Alpha ("Essential Guide To Understanding And Forecasting The VIX And VXX")

May 31, 2012 - Marketplace ("The Scratching, Burning, Socially Embarrassing Financial Crisis")

May 12, 2012 - Bloomberg ("JPMorgan's Trading Losses May Call For More Fed Supervision")

May 11, 2012 - Finance International ("Micah Hauptman: The SAFE Banking Act Will Do What Financial Regulators Thus Far Have Not")

May 9, 2012 - Fordham University ("Rising Stars Conference Brings Together Giants of Finance")

May 4, 2012 - Risk Magazine ("Profile: NYU's Robert Engle on volatility, liquidity, and systemic risk")

May 1, 2012 - Bloomberg ("Engle Joins Krugman Suggesting Higher Inflation For U.S.")

May 1, 2012 - Bloomberg TV ("Engle, Reinhart, Yergin on U.S. Economic Outlook")

May 1, 2012 - Bloomberg Surveillance ("NYU's Engle Says Markets Are Best At Assessing Risk")

March 14, 2012 - VoxEU ("Capital shortfall: A new approach to ranking and regulating systemic risks")

March 2012 - Methodology of V-Lab being used by the US Federal Reserve Board

February 13, 2012 - VoxEU ("The ECB's Trillion Euro Bet")

January 6, 2012 - SunGard ("Robert Engle Selected as the Recipient of the 2011 IAFE/SunGard Financial Engineer of the Year Award")

January 1, 2012 - The Motley Fool ("Changing My Stance - Financial Systemic Risk")

December 21, 2011 - Huffington Post ("Break up Bank of America Before It Breaks Us")

December 6, 2011 - The Motley Fool ("Top 10 Global Financial Institutions for Systemic Risk")

November 30, 2011 - CNBC Squawk Box ("The Most Riskiest Global Banks")

November 17, 2011 - BusinessWire ("NYU Stern Unveils Global Systemic Risk Rankings")

June 30, 2011 - ABC Lateline Business (“Europe Cannot Abandon Greece”)

June 29, 2011 - The Motley Fool ("17 Top Banks for Systemic Risk")

June, 2011 - Treasury & Risk - Stern's Professor of Finance Viral Acharya is noted in "2011 100 Most Influential People in Finance."

May 5, 2011 - PBS Nightly Business Report ("Crude Oil drops below 100 dollars a barrel")

May 5, 2011 - Reuters.com ("A Year on, flash crash didn't prove transformative")

May 5, 2011 - PBS Nightly Business Report ("Flash Crash a Year Later")

May 5, 2011 - Reuters Insider ("Flash Crash Adviser Says More Work Needed to Prevent Another" - Robert Engle, Member Flash Crash Advisory Board)

February 4, 2011 - PBS Nightly Business Report ("Job creation falls short and so does the unemployment rate.")

February 7-11, 2011 - Businessweek ("Risky Businesses")

February 4, 2011 - Reuters ("'Flash Crash' panel mulls big market changes")

Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance.

September, 2010 - Stern's Faculty Research Brief - Professor of Finance Viral Acharya receives the Curriculum Development Grant, sponsored by Deutsche Bank, in recognition of Professor Acharya's innovative course content applied to his class, "Credit Risk", to cover the economic crisis and regulatory issues.

September 10, 2010 - WOW Korean Economic Television ("NYU Stern Systemic Risk Rankings")

August 2, 2010 - The Big Think ("Robert Engle Explains the Upside of Collateralized Debt Obligations")

July 6, 2010 - The Epoch Times ("'The Music was great,' Says Nobel Laureate")

July 3, 2010 - The Wall Street Journal ("Hazardous Waters: Should Investors Bet on Rising Risk?")

June 25, 2010 - ABC National Radio ("Europe at risk of being rent asunder, warns Nobel laureate economist")

June 22, 2010 - ABC News Australia, The Midday Report (“China’s Currency Call 'Made to Satisfy U.S.'”)

May 27, 2010 - Big Think ("Interview with Robert F. Engle")

May, 2010 - The Journal of Portfolio Management, (Invited Editorial Comment)

May 21, 2010 - FT.com (Financial Times), (“FT Business School: Global Financial Volatility” - FT.com presents the fifth online executive education course in partnership with NYU Stern School of Business, featuring Robert Engle, professor of finance.)

April 21, 2010 - CNBC Squawk Box "NYU Launching Daily Systemic Risk Rankings" with Robert Engle

April 7, 2010 - BNN, Canada's Business News Network (“The Health of U.S. Financial Markets" - Robert Engle, Nobel laureate and professor of finance at NYU Stern School of Business, talks to BNN about the health of U.S. financial markets.)

March 5, 2010 - CNBC Wall Street Journal Report with Maria Bartiromo: "Nobel Laureate and NYU Professor Robert Engle on the latest unemployment figures and the health of the economy."

February 16, 2010 - Financial Times: "Deutsche Bank Supports Stern Research"

February 12, 2010 - United States Senate Committee on Banking, Housing, and Urban Affairs: "Nobel Laureate Prof. Robert Engle Testifies Before Senate on Monitoring Systemic Risk"

January 22, 2010 - CNBC Squawk Box: "Last Words, with Mario Gabelli, GAMCO Investors and Robert Engle, 2003 Nobel Laureate."

January 22, 2010 - CNBC Squawk Box: "Nobel Thoughts on Economy" - Insight on where the economy is heading, with Robert Engle, 2003 Nobel Laureate in economics.

September 30, 2009 - Bloomberg TV: "In-Depth Look - SEC/CFTC Regulation Report" - Interview and discussion with the 2003 Nobel Prize Winner, Robert Engle. He says the key is to protect against systemic risks."

September 7, 2009 - Russia Today Interview: Nobel Economist Says Bank Bonus' Need to Reflect Financial Risks" - The G20 called for the bonuses a bank can guarantee staff to be capped. But in an interview with RT, Nobel Prize winner Robert F. Engle III claimed the plans are misguided.

June 10, 2009 - Bloomberg TV: "In-Depth Look - Volatility Market" - Interview and discussion with Robert Engle of the Stern School of Business. He talks about the drop in volatility in the market globally.

May 25, 2009 - Financial Times: "The Threat That Won't Go Away" by Robert Engle

April 8, 2009 - CNBC Squawk Box: "Slowing the Financial Crisis", Robert Engle

February 18, 2009 - Bloomberg TV: "Inside Look - Bear Market Rally" - Analysis and Discussion with Nobel Laureate Robert Engle of NYU's Stern School of Business.

February 12, 2009 - Bloomberg News: "Financial Polluters Need to Pay", Thomas Cooley and Ingo Walter

February 11, 2009 - Bloomberg News: Viral Acharya on the financial sector bailout, Viral Acharya

January 28, 2009 - Reuters: "A Stimulating Energy Policy", Robert Engle

January 22, 2009 - Bloomberg Night Talk: "Engle Sees U.S. Banks on Verge of Insolvency", Robert Engle

October 8, 2008 - Al Jazeera: "Riz Khan - Fear on Mainstreet - Part 1" - We take a look at the economic fears on Main Street. Riz Khan speaks with Robert Engle, the 2003 winner of the Nobel Prize for Economics, and Avis Jones-DeWeever, the director of the Research, Public Policy, and Information Center for African-American Women.

July 1, 2008 - Bloomberg News: "Nobel Laureate Engle Sees 40% Probability of U.S. Stagflation", Robert Engle

April 25, 2008 - CNBC: "Where's the Economy Going? Nobel Winners Weigh In", Robert Engle

April 25, 2008 - CNBC Squawk Box: "Running Risk on Wall Street" - Perspectives on the current economic condition, with Robert Engle, New York University professor /2003 Nobel Laureate Economist and CNBC's Carl Quintanilla.

January 24, 2007 - BBC Radio: "From the annual gathering of the world's top business leaders at Davos, we talk to Nobel Prize winning Economist Professor Robert Engle."

2007 - The Financial Times invited NYU Stern Nobel Laureate and Professor Robert Engle to guest lecture on Global Financial Volatility. Watch his videos on FT.com
 

Anticipating Correlations: A New Paradigm for Risk Management

Robert Engle's book was published by Princeton University Press in February 2009. The book introduces a method for estimating correlations for large systems of assets. The new methods are used to measure risk during the financial crisis.

Anticipating Correlations, by Robert Engle